Professional Documents
Culture Documents
6.1 Introduction
The importance of the Jordan canonical form became evident in the last chapter, where
it frequently served as an important theoretical tool to derive practical procedures for
calculating matrix polynomials.
In this chapter we shall take a closer look at the Jordan canonical form of a given
matrix A. In particular, we shall be interested in the following questions:
• define and study generalized eigenvectors and learn how determine J (section 6.4);
In addition, we shall also look at some applications of the Jordan canonical form
such as a proof of the Cayley-Hamilton theorem (cf. section 6.6). Other applications will
follow in later chapters.
274 Chapter 6: The Jordan Canonical Form
mA (λ) = multλ (chA ), the multiplicity of λ as a root of chA (t) (cf. chapter 3),
is called the algebraic multiplicity of λ in A;
νA (λ) = dimC EA (λ) is called the geometric multiplicity of λ in A.
Remarks. 1) Note that the above definition does not require λ to be an eigenvalue of
A. Thus by definition:
2) We shall see later (in Theorem 6.4) that we always have νA (λ) ≤ mA (λ).
defn
3) By linear algebra: νA (λ) = dim Nullsp(A − λI) = m − rank(A − λI).
Example 6.1. Find the algebraic and geometric multiplicities of (the eigenvalues of)
the matrices
1 1 2 1 0 2
A=0 1 2 and B=0 1 2
0 0 3 0 0 3
Solution. Since A and B are both upper triangular and have the same diagonal entries
1, 1, 3 we see that
chA (t) = chB (t) = (t − 1)2 (t − 3).
Thus, both matrices have λ1 = 1 and λ3 = 3 as their eigenvalues with algebraic multi-
plicities
mA (1) = mB (1) = 2 and mA (2) = mB (2) = 1.
To calculate the geometric multiplicities, we have to determine the ranks of A − λi I and
B − λi I for i = 1, 2. Now
0 1 2 0 0 2 −2 1 2 −2 0 2
A−I = 0 0 2 , B−I = 0 0 2 , A−3I = 0 −2 2 , B−3I = 0 −2 2 .
0 0 2 0 0 2 0 0 0 0 0 0
Section 6.2: Algebraic and geometric multiplicities of eigenvalues 275
Thus, since A−I clearly has 2 linearly independent column vectors, we see that rank(A−
I) = 2, and so νA (1) = 3 − rank(A − I) = 3 − 2 = 1. Similarly, rank(B − I) = 1 and so
νB (1) = 3 − rank(B − I) = 3 − 2 = 1.
Furthermore, since A − 3I and B − 3I both have rank 2, it follows that νA (3) =
νB (3) = 3 − 2 = 1. Thus, the geometric multiplicities of the eigenvalues of A and B are
νA (1) = 1, νB (1) = 2 and νA (3) = νB (3) = 1.
Example 6.4. As in Example 6.2, let J2 = Diag(J (5, 2), J (5, 1)). Then
| {z } | {z }
B C
(1) Ex. 6.3
mJ2 (5) = mB (5) + mC (5) = 2 + 1 = 3,
(1) Ex. 6.3
νJ2 (5) = νB (5) + νC (5) = 1 + 1 = 2.
Theorem 6.1 is, in fact, a special case of a much more precise result. To state it in a
convenient form, it is useful to introduce the following notation.
Notation. (a) If ~v = (v1 , . . . , vn )t ∈ Cn and w
~ = (w1 , . . . , wm )t ∈ Cm , then the vector
~ := (v1 , . . . , vn , w1 , . . . , wm )t ∈ Cn+m
~v ⊕ w
is called the direct sum of ~v and w.
~
(b) If V ⊂ Cn and W ⊂ Cm are subspaces, then the direct sum of V and W is the
subspace
~ ∈ Cn+m : ~v ∈ V, w
V ⊕ W = {~v ⊕ w ~ ∈ W }.
Remarks. 1) If ~v1 , . . . , ~vr is a basis of V ⊂ Cn and w ~ s is one of W ⊂ Cm , then
~ 1, . . . , w
~v1 ⊕ ~0m , . . . , ~vr ⊕ ~0m , ~0n ⊕ w
~ 1 , . . . , ~0n ⊕ w
~ s is a basis of V ⊕ W . (Here, ~0m = (0, . . . , 0)t .)
| {z }
Thus m
Example 6.5. Let V = {c1 (1, 2)t + c2 (3, 4)t : c1 , c2 ∈ C} and W = {c01 (1, 2, 1)t +
c02 (3, 4, 1): c01 , c02 ∈ C}. Verify the addition rule (2) for V and W .
Solution. If ~v ∈ V , then ~v = c1 (1, 2)t +c2 (3, 4)t = (c1 , 2c1 )t +(3c2 , 4c2 )t = (c1 +3c2 , 2c1 +
4c2 )t , and similarly each w
~ ∈ W has the form w ~ = (c01 + 3c02 , 2c01 + 4c02 , c01 + c02 )t . Thus
~ = (c1 + 3c2 , 2c1 + 4c2 )t ⊕ (c01 + 3c02 , 2c01 + 4c02 , c01 + c02 )t
~v ⊕ w
= (c1 + 3c2 , 2c1 + 4c2 , c01 + 3c02 , 2c01 + 4c02 , c01 + c02 )t
= c1 (1, 2, 0, 0, 0)t + c2 (3, 4, 0, 0, 0)t + c01 (0, 0, 1, 2, 1)t + c02 (0, 0, 3, 4, 1)t ,
and so V ⊕ W = {c1 (1, 2, 0, 0, 0)t + c2 (3, 4, 0, 0, 0)t + c01 (0, 0, 1, 2, 1)t + c02 (0, 0, 3, 4, 1)t :
c1 , c2 , c01 , c02 ∈ C}. Therefore, dim(V ⊕ W ) = 4 = dim V + dim W .
0 0 6 1 w2 6w1 + w2
v1 + 2v2 5w1 + 2w2
= ⊕
3v1 + 4v2 6w1 + w2
1 2 v1 5 2 w1
= ⊕ = A~v ⊕ B w.
~
3 4 v2 6 1 w2
278 Chapter 6: The Jordan Canonical Form
We are now ready to state and prove the following refinement of Theorem 6.1.
Theorem 6.2. If A = Diag(B, C), then
(4) chA (t) = chB (t) · chC (t) and EA (λ) = EB (λ) ⊕ EC (λ).
Proof. (a) Since the determinant of a block diagonal matrix is the product of the deter-
minants of the blocks, we obtain
chA (t) = det(tI−A) = det(Diag(tI−B, tI−C)) = det(tI−B) det(tI−C) = chB (t) chC (t).
(b) Suppose that B is an m × m matrix and C an n × n matrix. Now each ~u ∈ Cm+n
can be written uniquely as ~u = ~v ⊕ w ~ with ~v ∈ Cm and w ~ ∈ Cn , so (A − λI)~u =
Diag(B − λI, C − λI)(~v ⊕ w) ~ = (B − λI)~v ⊕ (C − λI)w ~ by (3). Thus, ~u ∈ EA (λ) ⇔
(A − λI)~u = ~0 ⇔ (B − λI)~v = ~0 and (C − λI)w ~ = ~0 ⇔ ~v ∈ EB (λ) and w ~ ∈ EC (λ) ⇔
~u = ~v ⊕ w
~ ∈ EB (λ) ⊕ EC (λ), and so EA (λ) = EB (λ) ⊕ EC (λ), as claimed.
B 0 BX
Remark. If A = X C
or A = 0 C
, then it is still true that chA (t) = chB (t) chC (t).
However, in this case the second formula of (4) no longer holds (in general).
Proof of Theorem 6.1. It is easy to see that Theorem 6.1 follows from Theorem
(4)
6.2. Indeed, mA (λ) = multλ (chA ) = multλ (chB chC ) = multλ (chB ) + multλ (chC ) =
mB (λ) + mC (λ), which proves the first equality of Theorem 6.1.
(4) (2)
For the second we observe that νA (λ) = dim EA (λ) = dim(EB (λ) ⊕ EC (λ)) =
dim EB (λ) + dim EC (λ) = νB (λ) + νC (λ).
2 1 0 0
1 2 0 0
Example 6.7. Find chA (t) and EA (λ) when A = 0 0 0 1 .
0 0 −1 2
Solution. Since A = Diag(B, C), where B = 1 2 and C = −10 12 , it is enough by
2 1
Theorem 6.2 to work out the eigenspaces and characteristic polynomials for B and C.
(a) chB (t) = (t − 2)2 − 1 = t2 − 4t + 3 = (t − 1)(t − 3)
1
: c ∈ C}, EB (3) = {c 11 : c ∈ C}, and EB (λ) = {0} for λ 6= 1, 3.
EB (1) = {c −1
(b) chC (t) = −t(2 − t) + 1 = (t − 1)2
EC (1) = {c 11 : c ∈ C}, and EC (λ) = {0} for λ 6= 1.
(4)
(c) Thus: chA (t) = chB (t) · chC (t) = (t − 1)(t − 3) · (t − 1)2 = (t − 1)3 (t − 3);
(4) 1
} ⊕ {c2 11 }
EA (1) = EB (1) ⊕ EC (1) = {c1 −1
= {c1 (1, −1, 0, 0)t + c2 (0, 0, 1, 1)t : c1 , c2 ∈ C},
EA (3) = EB (3) ⊕ EC (3)
= {c1 11 } ⊕ {~0} (Note: 3 is not an eigenvalue of C)
(5) chB (t) = chA (t) and EA (λ) = P EB (λ) := {P~v : ~v ∈ EB (λ)}.
In particular, we have
Solution. First note that B = Diag(J1 , J2 ), where J1 = J(2, 2) and J2 = J(2, 1). Thus
(5) (4) Ex.6.3
chA (t) = chB (t) = chJ1 (t) chJ2 (t) = (t − 2)2 (t − 2) = (t − 2)3 . Thus, λ1 = 2 is the only
eigenvalue of A (and of B).
(4)
Moreover, EB (2) = {c1 (1, 0)t : c1 ∈ C} ⊕ {c2 (1) : c2 ∈ C}
= {c1 (1, 0, 0)t + c2 (0, 0, 1)t : c1 , c2 ∈ C}
(5)
and hence EA (2) = {c1 P (1, 0, 0)t +c2 P (0, 0, 1)t : c1 , c2 ∈ C}
| {z } | {z }
1st column of P 3rd column of P
= {c1 (2, 1, 2) + c2 (1, 1, 1)t : c1 , c2 ∈ C}.
t
0 1 0 1 0 1 0 1 0 1
2 1 1 1 2
−1
Check: A 1 = (P BP )(P 0 ) = P B 0 = P (2 0 A)
@ A @ A @ A @ = 2 1A
@
2 0 0 0 2
⇒ (2, 1, 2)t ∈ EA (2).
Proof of Theorem 6.3. (a) Recall that for any two n × n matrices X and Y we have
det(XY ) = det(X) · det(Y ), and hence also det(P −1 XP ) = det(P )−1 det(X) det(P ) =
det(X). Applying this to X = A − tI yields
Theorem 6.4 (Jordan Canonical Form). Every square matrix A is similar to a Jordan
matrix. In other words, there is an invertible matrix P such that
P −1 AP = J = Diag(J11 , . . . , Jij , . . .)
is a block diagonal matrix consisting of Jordan blocks Jij = J(λi , kij ). Moreover:
1) The λ1 , λ2 , . . . , λs are the (distinct) eigenvalues of A.
2) The number of Jordan blocks Ji1 , Ji2 , . . . with eigenvalue λi equals the geometric
multiplicity νA (λi ) = νi (so that this list ends with Ji,νi ).
3) The sum of the sizes kij of the blocks Ji1 , Ji2 , . . . , Ji,νi with eigenvalue λi equals the
algebraic multiplicity mi = mA (λi ):
(6) ki1 + ki2 + · · · + kiνi = mi ;
in particular: νi ≤ mi .
4) The Jij ’s are uniquely determined by A up to order.
Section 6.2: Algebraic and geometric multiplicities of eigenvalues 281
Remarks. 1) In the above statement of the Jordan canonical form the following fact is
implicitly used:
If J and J 0 are two Jordan matrices which have the same lists of Jordan blocks but in a
different order, then J and J 0 are similar, i.e. there is a matrix P such that J 0 = P −1 JP .
[To see why this is true, consider an m×m block diagonal matrix Diag(A, B) consisting
of two blocks A and B of size k × k and (m − k) × (m − k), respectively. Then we have
Pk−1 Diag(A, B)Pk = Diag(B, A),
i
where Pk = (~ek+1 |~ek+2 | . . . |e~m |~e1 | . . . |~ek ), and, as usual, ~ei = (0, . . . , 0, 1, 0, . . . , 0)t ∈ Cm .
From this the above statement about the Jordan matrices follows readily. Note that
the same argument also yields the corresponding statement for arbitrary block diagonal
matrices.]
As a result of this fact, we can always choose the matrix P in Theorem 6.4 in such
a way that, after fixing an ordering λ1 , . . . , λs of the eigenvalues, the Jordan matrix has
the form J = Diag(J11 , . . . , Jij , . . .), where the Jordan blocks Jij = J(λi , kij ) are ordered
in deceasing size (for each eigenvalue λi ), i.e. we have
ki1 ≥ ki2 ≥ . . . ≥ kiνi ;
such a Jordan matrix will be said to be in standard form. For example, J = Diag(J(1, 2),
J(1, 1), J(2, 2), J(−1, 3), J(−1, 2)) is in standard form but Diag(J(2, 2), J(2, 3)) is not.
2) Conversely, suppose J and J 0 are two Jordan matrices which are similar. Then the
lists of Jordan blocks of J and J 0 are the same (up to order), as we shall see later (cf.
Theorem 6.5, Corollary).
Corollary 1. Two m × m matrices A and B are similar (that is, B = P −1 AP for some
P ) if and only if they have the same Jordan canonical form (up to order) J.
Proof. Let J and J 0 be the Jordan canonical forms of A and B, respectively. Since A
is similar to J and B is similar to J 0 , it follows that A and B are similar if and only if
J and J 0 are similar. Now by the above remark, J and J 0 are similar if and only if they
are identical up to the order of their blocks, and so the assertion follows.
Corollary 2. A matrix A is diagonable if and only if the algebraic and geometric mul-
tiplicities of all its eigenvalues λi are the same:
νA (λ1 ) = mA (λ1 ), . . . , νA (λs ) = mA (λs ).
Proof. First note that if A is diagonable, then the associated diagonal matrix P −1 AP
is the Jordan canonical form of A, and conversely, if the JCF of A is a diagonal matrix,
then A is clearly diagonable. Thus:
A is diagonable ⇔ its associated Jordan form is a diagonal matrix
⇔ all Jordan blocks have size 1 × 1
⇔ kij = 1 for all i, j
⇔ νA (λi ) = mA (λi ), 1 ≤ i ≤ s, by (6).
282 Chapter 6: The Jordan Canonical Form
Remark. By using terminology which will be studied in more detail in the next chapter,
the above Corollary 2 can be rephrased more elegantly as follows:
Corollary 20 . A matrix A is diagonable if and only if all its eigenvalues are regular.
Here, an eigenvalue λ of A is called regular if its algebraic and geometric multiplicities
coincide, i.e. if mA (λ) = νA (λ).
Indeed, the above proof (or equation (6)) shows more precisely that
Corollary 3. An eigenvalue λ of A is regular if and only if all its Jordan blocks (in the
associated Jordan canonical form J of A) have size 1 × 1.
Exercises 6.2.
1. Find all the eigenvalues, their algebraic and geometric multiplicities and their as-
sociated eigenspaces of the matrix A when:
2 1 0 0
−1 4 0 0
(a) A = −1 1 2 1 ;
(b) A = P BP −1 , where
−1 1 −1 4
1 1 1 1 1 1 1 1 1 0 0 0 0 0
3 2 1 0 −1 −2 −3
0 1 1 0 0 0 0
9 4 1 0 1 4 9
0 0 1 0 0 0 0
P =
27 8 1 0 −1 −8 −27 and B =
0 0 0 1 1 0 0 .
81 16 1 0 1 16 81
0 0 0 0 1 0 0
243 32 1 0 −1 −32 −243 0 0 0 0 0 2 1
729 64 1 0 1 64 729 0 0 0 0 0 0 2
2. Write down two 4 × 4 Jordan matrices which are not similar and yet have the
same eigenvalues and the same algebraic and geometric multiplicities. Justify your
answer.
4. Find all the Jordan matrices J (in standard form) with chJ (t) = (t − 1)2 (t − 2)4 .
Section 6.2: Algebraic and geometric multiplicities of eigenvalues 283
6. (a) Suppose that A1 and A2 are two square matrices with characteristic polynomial
(b) Use this formula to find the constituent matrices of the Jordan matrices
(i) J = Diag(J(−1, 2), J(1, 2)) and (ii) J 0 = Diag(J(−1, 2), J(−1, 3)).
AP = (A~v1 | · · · |A~vn ),
P (a1 | · · · |an )t = a1~v1 + · · · + an~vn ,
the equation AP = P J translates into a set of (vector) equations for the ~vi ’s which we
can solve. The following examples show how this method works.
0 1
Example 6.10. If A = , find P such that J = P −1 AP is a Jordan matrix.
−1 −2
Solution. The procedure naturally divides into two steps.
Step 1. Find the Jordan canonical form J of A.
(i) The characteristic polynomial of A is
2 −t 1
chA (t) = (−1) det = t(t + 2) − 1 = (t + 1)2 ,
−1 −2 − t
AP = (A~v1 |A~v2 ),
−1 1
P J = (~v1 |~v2 ) 0 −1
= (−~v1 |~v1 − ~v2 ),
Observations: (a) The equations 1) and 2) can also be written in the form
10 ) (A + I)~v1 = ~0,
20 ) (A + I)~v2 = ~v1 .
20 ) 10 )
(b) These equations imply that (A + I)2~v2 = (A + I)~v1 = ~0, i.e.
4) (A + I)2~v2 = ~0.
(c) Conversely, if we pick ~v2 such that 4) holds and define ~v1 := (A + I)~v2 , then both
1) and 2) hold.
(d) However: we have to pick ~v2 carefully such that condition 3) holds. It turns out
that condition 3) will hold if (and only if) we take
30 ) ~v2 ∈
/ EA (−1).
[Indeed, suppose that ~v2 ∈ / EA (−1) (and satisfies 4)); then ~v1 := (A + I)~v2 6= ~0. Now
if c1~v1 + c2~v2 = 0, then applying A + I yields ~0 = (A + I)(c1~v1 + c2~v2 ) = c2~v1 (because
~
(A + I)~v1 = 0 by 10 )), so c2 = 0. But then c1~v1 = ~0, so c1 = 0, and hence ~v1 and ~v2 are
linearly independent.]
These observations lead to the following strategy:
Pick / EA (−1) such that (A + I)2~v2 = ~0,
~v2 ∈
put ~v1 = (A + I)~v2 .
!
−1 1
Then: P = (~v1 |~v2 ) is invertible and P −1 AP = .
0 −1
Let us apply this strategy here. Since (A + I)2 = 0 (either by direct computation or
by using the Cayley-Hamilton Theorem: (A + I)2 = chA (A) = 0), it follows that every
/ EA (−1) = {c(1, −1)t }; take, for example, ~v2 = 10 .
~v ∈ C2 satisfies 4). Thus, pick any ~v ∈
286 Chapter 6: The Jordan Canonical Form
! ! !
1 1 1 1
Then ~v1 = (A + I)~v2 = = ,
−1 −1 0 −1
!
1 1
so P = (~v1 |~v2 ) = is the desired matrix.
−1 0
Check: P −1 AP = 01 −11 −10 −21 −11 10 = −11 −12 −1 1
1 1
−1 0
= 0 −1
= J.
Remark. Note that the above procedure depends on picking a vector ~v2 in the space
Thus, the 2-eigenspace is EA (2) = {c1 (2, 1, 0)t + c2 (−1, 0, 1)t : c1 , c2 ∈ C}, and hence
ν1 = 2. Therefore, J has 2 Jordan blocks.
2 1 0
(iii) From (i) and (ii) we conclude that J = 0 2 0 .
0 0 2
Step 2. Find P such that AP = P J.
Write P = (~v1 |~v2 |~v3 ), where ~v1 , ~v2 , ~v3 ∈ C3 . Then we want to choose the ~vi ’s such that
AP = P J, i.e. such that (A~v1 |A~v2 |A~v3 ) = (2~v1 |~v1 + 2~v2 |2~v3 ). Thus we want:
In addition, we need to pick the ~vi ’s such that ~v1 , ~v2 and ~v3 are linearly independent.
Following the same line of thought as in the previous example, this leads to
Strategy: pick ~v2 ∈ EA2 (2), not in EA (2);
define ~v1 := (A − 2I)~v2 ;
pick ~v3 ∈ EA (2), linearly independent from ~v1 , ~v2 .
2 2 1
Example 6.12. Find P such that P −1 AP is a Jordan matrix when A = 0 3 1 .
0 −1 1
Step 1. Find the Jordan canonical form J.
(i) By expanding the determinant along the first column, we get
3−t 1
chA (t) = (t − 2) det = (t − 2)[(3 − t)(1 − t) + 1] = (t − 2)3 ,
−1 1 − t
so λ1 = 2 and m1 = 3.
(ii) Since
0 2 1 0 2 1
A − 2I = 0 1 1 → 0 0 1 ,
0 −1 −1 0 0 0
we see that the 2-eigenspace is EA (2) = {c(1, 0, 0)t : c ∈ C}. Thus, ν1 = 1 and so J
288 Chapter 6: The Jordan Canonical Form
Remark. For matrices of size ≥ 4 a similar method would also work once we could
complete step 1, i.e. predict the matrix J. As long as the geometric multiplicity of every
eigenvalue satisfies νA (λ) ≤ 3, the above method generalizes without much change, but
not when some νA (λ) > 3. However, we shall see presently how to do this in general!
Exercises 6.3.
1. Find an invertible matrix P such that P −1 AP is in Jordan canonical form, where
2 1 −1
1 −2
(a) A = (b) A = 0 1 0 .
2 5
1 1 0
Also, find the Jordan canonical form of A in each case.
2. Find a matrix P such that P − AP is in Jordan canonical form when
−2 1 −1 −2 0 −2
(a) A = −6 4 −1 (b) A = −6 2 −3 .
8 −2 4 8 0 6
3. (a) Suppose B is 3 × 3 matrix such that B 3 = 0, and there exists ~v ∈ C3 such that
B 2~v 6= ~0. Show that ~v , B~v , B 2~v are linearly independent and that we have
0 1 0
P −1 BP = J(0, 3) = 0 0 1 if P = (B 2~v |B~v |~v ).
0 0 0
(b) Let A be a matrix with characteristic polynomial chA (t) = (t − λ)3 . Suppose
there exists a vector ~v ∈ C3 such that B 2~v 6= ~0, where B = A − λI. Show that
P = (B 2~v |B~v |~v ) is invertible and that P −1 AP = J(λ, 3).
(c) More generally, suppose A is an m × m matrix with characteristic polynomial
chA (t) = (t − λ)m and that there exists a vector ~v ∈ Cm such that B m−1~v 6= ~0,
where B = A − λI. Show that P = (B m−1~v |B m−2~v | . . . |B~v |~v ) is invertible and that
P −1 AP = J(λ, m).
290 Chapter 6: The Jordan Canonical Form
for if ~v ∈ EAp (λ), then B p~v = ~0, where B = A − λI, and hence also B p+1~v = B(B p~v ) =
B~0 = ~0, i.e. ~v ∈ EAp+1 (λ). Thus, the generalized geometric multiplicities satisfy the
inequalities
0 ≤ νA1 (λ) = νA (λ) ≤ νA2 (λ) ≤ . . . ≤ νAp (λ) ≤ . . . ≤ m.
Example 6.13. If J = J(λ, k) is a Jordan block of size k, then for p < k we have
p+1
0 1
0 0 1 ... 0
B . .. .. .. .. C
.. . . . . C
B C
B
EJp (λ)
B C
p . .. ..
= Nullsp((J − λI) ) = NullspB
B
B
.. . . 1 C
C
C p+1
B . ..
C
B
@ .. . 0 A
C
(8) νAp (λ) − νAp−1 (λ) = #(Jordan blocks J(λi , kij ) of J with λi = λ and kij ≥ p).
(d) If νAp+1 (λ) = νAp (λ), then νAp+q (λ) = νAp (λ), for all q ≥ 1.
Proof. (a) Since (A − λI)p = Diag(B − λI, C − λI)p = Diag((B − λI)p , (C − λI)p ), we
have (cf. the proof of Theorem 6.3)
This proves the first statement of (a) and the second follows from the first by taking
dimensions.
(b) We have (B − λI)p = P −1 (A − λI)p P, and so
which means that EAp (λ) = P EBp (λ). Taking dimensions yields νAp (λ) = νBp (λ).
(c) Suppose first that A = J(λ, m) is a Jordan block. Then by Example 6.13 we have
p P −1 1 if p ≤ m
(9) νA (λ) − νA (λ) = min(p, m) − min(p − 1, m) = .
0 if p > m
Now although every matrix A is indeed similar to a Jordan matrix (Jordan’s theorem),
we do not want to use this fact here, and so we give a direct proof of (d). This proof is
based on the following formula which is also interesting in itself:
in which Im(B) = {B~v : ~v ∈ Cn } denotes (as usual) the image space of a matrix B (also
called the range or column space of B).
From this formula (10) the assertion follows immediately, for if ν p+1 = ν p , then also
(10)
E p+1 = E p , and hence ν p+2 − ν p+1 = (ν p+2 − ν) − (ν p+1 − ν) = dim(Im(B) ∩ E p+1 ) −
dim(Im(B) ∩ E p ) = 0. Thus ν p+2 = ν p+1 , and so the claim follows by induction.
It thus remains to verify (10). For this, put B = A − λI. Then we have
where the latter equality follows from the general fact (the rank-nullity theorem) that
for any subspace V we have dim BV = dim V − dim(V ∩ Nullsp(B)). Now since here
Nullsp(B) = EA (λ) ⊂ EAp+1 (λ), it follows that dim(Nullsp(B) ∩ EAp+1 (λ)) = dim EA (λ) =
νA (λ), and so (10) follows since νAp+1 (λ) = dim EAp+1 (λ) by definition.
Remark. By part (d) we see that the generalized geometric multiplicities νAp (λ) exhibit
the following growth pattern:
νA1 (λ) < . . . < νAp (λ) = νAp+1 (λ) = . . . = νAp+q (λ) = . . . .
This raises the question: what is the value to which the geometric multiplicities stabilize?
Now it turns out (but this is more difficult to prove) that this stabilizing value is precisely
the algebraic multiplicity:
Corollary. The numbers νAp (λ) determine the Jordan canonical form J of A by taking
second differences. More precisely, the number npA (λ) of Jordan blocks of J of type J(λ, p)
is given by the formula
(12) npA (λ) = ∆2 νAp (λ) := (νAp (λ) − νAp−1 (λ)) − (νAp+1 (λ) − νAp (λ)).
In particular, two Jordan matrices J and J 0 are similar if and only if νJp (λ) = νJp0 (λ), for
all p ≥ 1 and λ ∈ C.
Section 6.4: Generalized Eigenvectors and the JCF 293
Proof. By equation (10) we have (νAp (λ) − νAp−1 (λ)) − (νAp+1 (λ) − νAp (λ)) = #(Jordan
blocks of size ≥ p) - #(Jordan blocks of size ≥ p + 1) = npA (λ), which is (12).
If J and J 0 are similar, then by Theorem 6.5b) we have that νJp (λ) = νJp0 (λ), for all
p ≥ 1 and λ ∈ C. Conversely, if all these numbers are equal, then it follows from (12)
that J and J 0 have exactly the same number of Jordan blocks of each type and hence
are equal up to order. By the remark after Theorem 6.4 we know that then J and J 0 are
similar.
Example 6.14. Determine the Jordan blocks of a Jordan matrix A with characteristic
polynomial chA (t) = (t − 7)5 and generalized geometric multiplicities
Solution. By the above corollary, we have to determine the second differences ∆2 νA∗ ,
which can be calculated by using the following scheme:
p 0 1 2 3 4 5
νA∗ 0 2 4 5 5 5
|{z} |{z} |{z} |{z} |{z}
∆νA∗ 2 2 1 0 0
|{z} |{z} |{z} |{z}
∆2 νA∗ 0 1 1 0
Note that we added an extra column for p = 0 in the above table in order to be able to
compute the first column of ∆2 νA∗ .
Conclusion. A has: 0 blocks of size 1×1
1 block of size 2×2
1 block of size 3×3
0 blocks of size 4 × 4 etc.
7 1 0 0 0
0 7 1 0 0
Thus: A = Diag(J(7, 3), J(7, 2)) =
0 0 7 0 0 (up to order).
0 0 0 7 1
0 0 0 0 7
Remark. In place of the above calculation scheme, we could have used instead the
following longer but more detailed analysis:
νA4 − νA3 = 5 − 5 = 0 ⇒ 0 blocks of size ≥ 4
} 1 block of size 3
νA3 − νA2 = 5 − 4 = 1 ⇒ 1 block of size ≥ 3
} 1 block of size 2
νA2 − νA1 = 4 − 2 = 2 ⇒ 2 blocks of size ≥ 2
} 0 blocks of size 1
νA1 − νA0 = 2 − 0 = 2 ⇒ 2 blocks of size ≥ 1
294 Chapter 6: The Jordan Canonical Form
7 0 0 1 0
0 7 0 0 0
Example 6.15. Find the Jordan canonical form of A =
1 0 7 0 0 .
0 0 0 7 0
0 1 0 0 7
Solution. Step 1: Find the characteristic polynomial of A:
7−t 0
0 1 0
0 7−t 0 7−t 0 0 1
0 0
= (t − 7) det 0 7 − t 0 0
chA (t) = (−1)5 det 1 0 7 − t 0 0
1 0 7−t 0
0 0 0 7−t 0
0 0 0 7−t
0 1 0 0 7−t
7−t 0 0
= −(t − 7)2 det 0 7 − t 0 = (t − 7)5 .
1 0 7−t
Step 2: Calculate the generalized geometric multiplicities:
Put B = A − 7I. Then
0 0 0 1 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0
2 0 0 0 0 0 3 0 0 0 0 0
B= 1 0 0 0 0 ,B = 0 0 0 1 0 ,B = 0 0 0 0 0
,
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0 0 0 0 0 0
which have rank 3, 1, and 0 respectively. Thus, since νAp (7) = 5 − rank(B p ), we see that
νA∗ (7) = (2, 4, 5, 5, . . .).
Step 3: Find the Jordan blocks by the method of second differences:
Since the Jordan canonical form J of A has chJ (t) = (t−7)5 and its generalized geometric
multiplicities are νJ∗ (7) = (2, 4, 5, 5, . . .), we can conclude by Example 6.14 that
7 1 0 0 0
0 7 1 0 0
J = Diag(J(7, 3), J(7, 2)) = 0 0 7 0 0 (up to order).
0 0 0 7 1
0 0 0 0 7
1 0 6 2 0 2
1 2 −1 0 0 0
0 0 4 1 0 1
Example 6.16. Find the Jordan canonical form of A = .
1 0 −2 2 0 0
−1 0 4 0 2 1
−1 0 −2 −2 0 0
Section 6.4: Generalized Eigenvectors and the JCF 295
−1 −2 −2 −t
6 2 2 1−t 2 2
= (t − 2)2 1 · det 4 − t 1 1 − (−2) 0 1 1
−2 −2 −t −1 −2 −t
1−t 6 2
+ (2 − t) det 0 4 − t 1
−1 −2 −t
= (t − 2)2 [(−4 + 6t − 2t2 ) + 2(1 − t)(2 − t) + (2 − t)(4 − 8t + 5t2 − t3 )]
= (t − 2)2 [(t − 2)((2 − 2t) + 2(t − 1) + (t3 − 5t2 + 8t − 4))]
= (t − 2)3 [t3 − 5t2 + 8t − 4] = (t − 1)(t − 2)5 .
Thus, we have two eigenvalues: λ1 = 1 and λ2 = 2 with algebraic multiplicities mA (λ1 ) =
1 and mA (λ2 ) = 5, respectively.
Step 2: Find the p-th geometric multiplicities:
(i) For λ1 = 1:
0 0 6 2 0 2 1 0 −2 1 0 0
1 1 −1 0 0 0 0 1 1 −1 0 0
0 0 3 1 0 1 0 0 3 1 0 1
Put B1 = A − I =
→ 0 0 0 1 0 1 .
1 0 −2 1 0 0
−1 0 4 0 1 1 0 0 0 0 1 0
−1 0 −2 −2 0 −1 0 0 0 0 0 0
Thus, νA (λ1 ) = n − rk(B1 ) = 6 − 5 = 1. Since also mA (λ1 ) = 1, and always ν p (λ1 ) ≤
mA (λ1 ) (cf. the remark after Theorem 6.5), we see that ν p (λ1 ) = 1 for all p ≥ 1. (Alter-
natively, we could have computed B12 and noticed that rank(B12 ) = rank(B1 ).)
296 Chapter 6: The Jordan Canonical Form
(ii) For λ2 = 2:
−1 0 6 2 0 2 1 0 −1 0 0 0
1 0 −1 0 0 0
0 0 1 0 0 0
0 0 2 1 0 1 0 0 0 1 0 1
Put B2 = A − 2I = → .
1 0 −2 0 0 0
0 0 0 0 0 1
−1 0 4 0 0 1 0 0 0 0 0 0
−1 0 −2 −2 0 −2 0 0 0 0 0 0
Thus νA (λ2 ) = n − rk(B2 ) = 6 − 4 = 2. Furthermore, since
1 0 −2 0 0 0 1 0 −2 0 0 0
−1 0 4 1 0 1 0 0 2 1 0 1
2
0 0 0 0 0 0 0 0 0 0 0 0
B2 = −1 0 2 0 0 → ,
0 0 0 0
0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
1 0 −2 0 0 0 0 0 0 0 0 0
−1 0 2 0 0 0 1 0 −2 0 0 0
1 0 −2 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 → 0 0 0 0 0 0
3
B2 = 1 0 −2 0 0
,
0
0 0 0
0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
−1 0 2 0 0 0 0 0 0 0 0 0
it follows that νA2 (2) = n − rk(B22 ) = 6 − 2 = 4, and νA3 (2) = n − rk(B23 ) = 6 − 1 = 5. We
can stop here because νA3 (2) = 5 = mA (2), and hence νAp (2) = 5 for all p ≥ 3.
Step 3: Find the number of Jordan blocks via the method of second differences.
By step 2 we have:
νA∗ (1) = (1, 1, 1, 1, . . .)
νA∗ (2) = (2, 4, 5, 5, . . .)
Thus, since νA (1) = mA (1) = 1, we have 1 block J(1, 1). Moreover, since the values of
νA∗ (2) are identical to those of the νA∗ (7) of Example 6.14, it follows that we have also
have the same number of blocks (by taking second differences).
Thus, J has 1 block of size 1 with eigenvalue λ1 = 1
1 block of size 2 with eigenvalue λ2 = 2
1 block of size 3 with eigenvalue λ2 = 2,
and hence the Jordan canonical form J of A is
1 0 0 0 0 0
0 2 1 0 0 0
0 0 2 0 0 0
J = Diag(J(1, 1), J(2, 2), J(2, 3)) = (up to order).
0 0 0 2 1 0
0 0 0 0 2 1
0 0 0 0 0 2
Section 6.4: Generalized Eigenvectors and the JCF 297
Exercises 6.4.
2. Let J be a Jordan matrix (in standard form) and suppose that its characteristic
polynomial has the form chJ (t) = (t + 1)m . Find J if its sequence of generalized
geometric multiplicities is
(a) νJ∗ (−1) = (3, 6, 6, 6, . . .);
(b) νJ∗ (−1) = (3, 5, 6, 6, 6, . . .);
(c) νJ∗ (−1) = (3, 6, 7, 7, 7, . . .);
(d) νJ∗ (−1) = (3, 6, 7, 8, 9, 9, 9, . . .).
3. Find the Jordan canonical form J of the following matrices and justify your result.
−2 1 0 −1 1 −2 0 0 −1 1
0 −2 1 −1 1 0 −2 0 −1 1
(a) A = 0 0 −2 0 1 ; (b) B = 0 0 −2 0 1 .
0 0 0 −2 1 0 0 0 −2 1
0 0 0 0 −2 0 0 0 0 −2
Be sure to justify your result by suitable computations, but do not find P such that
P −1 AP is a Jordan matrix.
298 Chapter 6: The Jordan Canonical Form
II. For each eigenvalue λi , 1 ≤ i ≤ s, find a basis Bi of EA∗ (λi ) := EAmi (λi ) as follows:
1. Compute νAj (λi ) = m − rank((A − λi I)j ) for j = 1, . . . , mi , and find the
minimal k = ki such that νik = mi .
[It is usually a good idea to find the generalized eigenspaces EAj (λi ) as well.]
2. Build up a basis Bi of EAk (λi ) = EAmi (λi ) = EA∗ (λi ) as follows:
(k−1)
i. Pick a generalized eigenvector ~v ∈ EAk (λi ) of degree k (so ~v ∈
/ EA (λi ));
start the list Bi with
Bi = {w ~ i2 := (A − λi I)w
~ i1 := ~v , w ~ ik := (A − λi I)w
~ i1 , . . . , w ~ i,k−1 }.
ii. If we have already mi vectors in the list, Bi is the desired basis and we
are done with the eigenvalue λi ; otherwise, proceed to the next step.
(`−1)
iii. Determine the largest ` such that EA` (λi ) 6⊂ EA (λi ) + span(Bi ), and
(`−1)
pick a generalized eigenvector ~u ∈ EA` (λi ) such that ~u ∈ / EA (λi ) +
span(Bi ). (In other words, pick a generalized eigenvector ~u of highest
possible degree ` such that ~u is linearly independent of the vectors already
(`−1)
in the list Bi , together with those of EA (λi ). )
iv. Add the vectors ~u, (A − λi I)~u, . . . , (A − λi I)`−1~u at the end of the list Bi .
Go back to step ii.
III. Each (ordered) list Bi has now the form Bi = {w
~ i1 , w ~ imi }. Assemble these
~ i2 , . . . , w
lists as the column vectors of the matrix P by reversing the order in each list Bi ;
thus,
P = (w
~ |w
~ 1,m1 −1 | . . . | w
~ 11 | w
~ |w
~ 2,m2 −1 | . . . | w
~ 21 | . . . | w
~ | ... | w
~ s1 ).
| 1m1 {z } | 2m2 {z } | sms {z }
B1 B2 Bs
00000
EA3 (3) = Nullsp((A − 3I)3 ) = Nullsp(0) = C5
i. Pick ~v ∈ C5 of exact degree 3, i.e., ~v ∈ / EA2 (3). For example, take ~v = ~e5 .
Then: w ~ 12 = (A − 3I)~e5 = ~e4 , w
~ 11 = ~e5 , w ~ 13 = (A − 3I)~e4 = ~e3 .
ii. At this point the list is B1 = {~e5 , ~e4 , ~e3 }, which consists only of 3 < 5 elements,
so we continue with step iii.
iii. Since EA2 (3) + span(B1 ) = EA3 (3), we cannot take ` = 3. Thus, try ` = 2,
and look for ~u ∈ EA2 (3) = {c1~e1 + c2~e2 + c3~e3 + c4~e4 } such that ~u ∈ / EA (3) +
span(B1 ) = {c1~e1 + c3~e3 +c2~e2 + c4~e4 }. Clearly, we can take ~u = ~e2 (and hence
| {z }
EA (3)
` = 2).
iv. Thus, we add ~u = ~e2 and (A − 3I)~u = ~e1 at the end of B1 to get B1 =
{e5 , e4 , e3 , e2 , e1 }. Since we now have 5 = m1 vectors in B1 , we have con-
structed the desired basis of EA3 (3) = C5 .
III. Assembling P from B1 (in reverse order) yields P = (~e1 | . . . |~e5 ) = I, the 5 × 5
identity matrix. Thus, P −1 AP = A = J is in Jordan Canonical Form.
300 Chapter 6: The Jordan Canonical Form
Example 6.18. If A is the matrix of Example 6.16, find P such that J = P −1 AP is the
Jordan canonical form of A.
Solution. We follow the steps of the algorithm.
Step I. Compute and factor the characteristic polynomial:
By Example 6.16 we know that the characteristic polynomial is chA (t) = (t − 1)(t − 2)5 ,
so we have 2 eigenvalues: λ1 = 1 and λ2 = 2.
Step II. For each i find a basis Bi of EAmi (λi ):
a) For λ1 = 1:
1. Again, from Example 6.16 we know that νA (1) = 1; moreover, by the reduced matrix
given there we obtain
EA (1) = h(1, −1, 0, −1, 0, 1)t i
2. Thus, B1 = {w ~ 11 := (1, −1, 0, −1, 0, 1)t .
~ 11 }, where w
b) For λ2 = 2:
1. From Example 6.16 we know that νA∗ (2) = (2, 4, 5, 5, . . .), so the smallest k such that
νAk (2) = m2 is k = 3. Moreover, from the row reduced matrices of Example 6.16 we
obtain:
EA (2) = h~u11 , ~u12 i, where ~u11 = (0, 1, 0, 0, 0, 0)t ,
~u12 = (0, 0, 0, 0, 1, 0)t ;
2
EA (2) = h~u11 , ~u12 , ~u21 , ~u22 i, where ~u21 = (0, 0, 0, −1, 0, 1)t ,
~u22 = (2, 0, 1, −2, 0, 0)t ;
EA3 (2) = h~u11 , ~u12 , ~u31 , ~u32 , ~u33 i, where ~u31 = (0, 0, 0, 1, 0, 0)t ,
~u32 = (0, 0, 0, 0, 0, 1)t ,
~u33 = (2, 0, 1, 0, 0, 0)t .
Note that there are two relations among the uij ’s: ~u21 = −~u31 + ~u32 and ~u22 = ~u33 − 2~u31 .
/ EA2 (2), so ~v has degree 3. Thus,
2. i. Clearly, ~v = ~u31 = (0, 0, 0, 1, 0, 0)t ∈ EA3 (2) but ~v ∈
we can start the list B2 with ~v as a generator. (We could also take instead ~v = ~u32 or ~v33
or most linear combinations of these vectors.) Thus, put w ~ 12 = (A − 2I)w
~ 11 = ~v , w ~ 11 =
t t
(2, 0, 1, 0, 0, −2) = ~u22 − 2~u21 , w~ 13 = (A − 2I)w ~ 12 = (0, 1, 0, 0, 0, 0) = ~u11 . (Note that
(A − 2I)w ~ 13 = ~0 as expected since k = 3.) We thus have the list
B21 = {w
~ 11 , w ~ 13 }.
~ 12 , w
B22 = {w ~ 25 }.
~ 24 , w
Section 6.5: A procedure for finding P such that P −1 AP = J 301
ii. We have now constructed the list B2 = B21 ∪ B22 = {w ~ 25 }. Since #B2 =
~ 21 , . . . , w
5 = mA (2), we are done with step II.
Step III. In step II we had constructed the lists B1 = {w ~ 11 } and B2 = B21 ∪ B22 =
{w ~ 15 }. Assembling the elements of each list in reverse order yields
~ 11 , . . . , w
1 0 0 0 2 0
−1 0 0 1 0 0
0 0 0 0 1 0
~ 11 |w
P = (w ~ 25 |w
~ 24 | . . . |w
~ 21 ) =
.
−1 0 −1 0 0 1
0 1 0 0 0 0
1 0 1 0 −2 0
Thus, P is the matrix which transforms A to its Jordan canonical form; i.e. P is such
that J = P −1 AP is a Jordan matrix.
−1
Check: P AP
−2
1 0 0 0 0 1 0 6 2 0 2 1 0 0 0 2 0
0 0 0 0 1 0 1
2 −1 0 0 0 −1 0
0 1 0 0
−1 0 4 0 0 1 0 0 4 1 0 1 0 0 0 0 1 0
=
1 1 −2 0 0 0 1
0 −2 2 0 0
−1 0 −1 0 0 1
0 0 1 0 0 0 −1 0 4 0 2 1 0 1 0 0 0 0
0 0 2 1 0 1 −1 0 −2 −2 0 0 1 0 1 0 −2 0
−2
1 0 0 0 0 1 0 0 0 2 0 1 0 0 0 0 0
−1 0 4 0 2 1 −1
0 0 1 0 0 0 2 1
0 0 0
−2 0 8 0 0 2 0 0 0 0 1 0= 0 0 2
0 0 0
= .
2 2 −3 0 0 0 −1
0 −1 0 0 1
0 0 0 2 1 0
0 0 4 1 0 1 0 1 0 0 0 0 0 0 0 0 2 1
0 0 4 2 0 2 1 0 1 0 −2 0 0 0 0 0 0 2
Exercises 6.5.
1. Find a matrix P such that P −1 AP is in Jordan canonical form for each of the
matrices A of Problem 3 of Exercise 6.4.
2. If A is as in Problem 4 of Exercises 6.4, find P such that P −1 AP is in Jordan
canonical form.
3. Find a matrix P such that P −1 AP is in Jordan canonical form where
−1 1 0 0 1 1 1 1
0 −1 0 0 0 1 1 1
0 0 −1 1 0 0 1 1
0 0 0 −1 0 0 0 1
A = 0 0 0 0 −1 1 1
.
0
0 0 0 0 0 1 0 0
0 0 0 0 0 1 1 0
0 0 0 0 0 1 1 1
302 Chapter 6: The Jordan Canonical Form
Theorem 6.6 (Cayley-Hamilton). For any square matrix A we have chA (A) = 0.
Proof. We present here a proof that is typical of all the proofs using the Jordan canonical
form in that they all follow the following pattern:
Step 1. Prove the assertion for Jordan blocks.
Step 2. Prove the statement for Jordan matrices (using step 1).
Step 3. Deduce from step 2 and Jordan’s theorem that the assertion is true for a
general matrix.
We now apply this strategy to proving the Cayley-Hamilton theorem.
Step 1. Let A = J(λ, k) be a Jordan block.
Then clearly chA (t) = (t − λ)k , so
so in particular for each i, j we have c(t) = gij (t) chJij (t) for some polynomial gij (t).
Thus, c(Jij ) = gij (Jij ) chJij (Jij ) = 0 since by step 1 we have chJij (Jij ) = 0. Thus
Exercises 6.6.
Prove that for any polynomial f (t) ∈ C[t], the characteristic polynomial of f (A) is
Hint: First prove it in the case that A is a Jordan block, then for a general Jordan
matrix, and then use Jordan’s theorem.